Journal of Time Series Analysis
Source
An Introduction To Long Memory Time Series Models And Fractional Differencing
1980 · Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis
The Estimation And Application Of Long Memory Time Series Models
1983 · John Geweke, Susan Porter‐Hudak · Journal of Time Series Analysis
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
1998 · Anindya Banerjee, Juan J. Dolado, et al. · Journal of Time Series Analysis